INTERNATIONAL PRODUCTS
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,982.5700 | 5930.25 |
| FTSE MIB | 33,933.0300 | 47903.29 |
| Nikkei 225 | 39,277.9600 | 59349.17 |
| S&P 500 | 5,792.0400 | 7064.01 |
STRIKE DATE 09/10/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.075% Semi-Annual (8.15% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.15% p.a.
ISIN XS2901474762
NEXT POTENTIAL MATURITY DATE 09/10/2025
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,963.2900 | 5930.25 |
| S&P 500 | 5,709.5400 | 7064.01 |
| Nikkei 225 | 37,808.7600 | 59349.17 |
| FTSE MIB | 33,675.2600 | 47903.29 |
STRIKE DATE 02/10/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Knock-Out Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Knock-Out Trigger: 100% of initial level
Coupon Rate: GBP: 5.965% Semi-Annually (11.93% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 11.93% p.a.
ISIN XS2885390067
NEXT POTENTIAL MATURITY DATE 02/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,086.6600 | 13134.14 |
| Eurostoxx 50 | 4,954.1500 | 5930.25 |
| Nikkei 225 | 38,651.9700 | 59349.17 |
| S&P 500 | 5,708.7500 | 7064.01 |
STRIKE DATE 01/10/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.70% Semi-Annually (11.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.40% p.a.
ISIN XS2834733920
NEXT POTENTIAL MATURITY DATE 01/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,086.6600 | 13134.14 |
| Eurostoxx 50 | 4,954.1500 | 5930.25 |
| Nikkei 225 | 38,651.9700 | 59349.17 |
| S&P 500 | 5,708.7500 | 7064.01 |
STRIKE DATE 01/10/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.40% p.a.
ISIN XS2834734068
NEXT POTENTIAL MATURITY DATE 01/10/2025
COUNTERPARTY Citigroup
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 33,814.5200 | 47903.29 |
| HSI | 23,099.7800 | 26487.48 |
| S&P 500 | 5,695.9400 | 7064.01 |
STRIKE DATE 07/10/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR: 5.50% Semi-Annually (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2885410782
NEXT POTENTIAL MATURITY DATE 08/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 4.4960 | 10.634 |
| Deutsche Bank AG | 14.7480 | 28.06 |
| ING Groep NV | 16.3940 | 24.495 |
| Societe Generale | 21.8300 | 71.76 |
STRIKE DATE 30/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Knock-Out Trigger: 100% of initial level then reduced by 2.50% quarterly
Memory Income Rate: USD: 5.05% Semi-Annually (10.10% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.10% p.a.
ISIN XS2608300310
NEXT POTENTIAL MATURITY DATE 01/09/2025
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 521.3100 | 668.84 |
| Microsoft | 417.1400 | 424.16 |
| Amazon.com | 178.5000 | 249.91 |
| Tesla Motors | 214.1100 |
STRIKE DATE 30/08/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation
Coupon Rate: GBP: 5.788% Quarterly (23.152% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 23.152% p.a.
ISIN XS2774152750
NEXT POTENTIAL MATURITY DATE 28/02/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 96.38% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| US SOFR Rate | 4.8600 | 3.63 |
STRIKE DATE 16/10/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Callable Range Accrual
Income Payments: Quarterly
Income Rate: 6.50% p.a. (1.625% per quarter)
SOFR Range: 3.25%-5.50%
Issuer Callable: Quarterly from 12 Months
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2836595269
NEXT POTENTIAL MATURITY DATE 16/07/2026
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,320.7600 | 10498.09 |
| FTSE MIB | 34,727.4000 | 47903.29 |
| HSI | 20,632.3000 | 26487.48 |
| S&P 500 | 5,738.1700 | 7064.01 |
STRIKE DATE 27/09/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.50% Semi-Annually (7.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2873431329
NEXT POTENTIAL MATURITY DATE 29/09/2025
COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.21% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.5400 | 5930.25 |
| Nikkei 225 | 37,723.9100 | 59349.17 |
| S&P 500 | 5,702.5500 | 7064.01 |
| SMI | 11,934.0700 | 13134.14 |
STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.70% Semi-Annually (7.40% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873412022
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY USD
CURRENT PRICE 106.64% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.5400 | 5930.25 |
| Nikkei 225 | 37,723.9100 | 59349.17 |
| S&P 500 | 5,702.5500 | 7064.01 |
| SMI | 11,934.0700 | 13134.14 |
STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.65% Semi- Annually (7.30% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873411644
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 19,516.4400 | 26479.47 |
| Nikkei 225 | 38,110.2200 | 59349.17 |
| STOXX Europe 600 Banks Index | 198.0900 | 365.7 |
STRIKE DATE 26/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR= 3.40% Semi-annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2811999866
NEXT POTENTIAL MATURITY DATE 26/08/2025
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 94.71% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 5,570.6400 | 7064.01 |
STRIKE DATE 22/08/2024
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 59% and 141% If barrier is breached 5.30% flat coupon is paid at maturity. 5.00% guaranteed coupon. 100% Capital Protected.
Capital Risk: Capital protected
P.A. RETURN
ISIN XS2873373372
NEXT POTENTIAL MATURITY DATE 22/08/2028
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 191.6000 (Knocked out) | 249.91 |
| Microsoft | 435.2700 | 424.16 |
| Tesla Motors | 238.2500 (Knocked out) | |
| Nvidia Corporation | 116.0000 (Knocked out) | 199.88 |
STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Knock-Out Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Knock-Out Trigger: 95% of initial level
Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2846058969
NEXT POTENTIAL MATURITY DATE 20/06/2025
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,840.5200 | 5930.25 |
| FTSE 100 | 8,311.4100 | 10498.09 |
| Nikkei 225 | 38,062.6700 | 59349.17 |
| Russell 2000 | 2,141.9210 | 2764.97 |
STRIKE DATE 16/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.75% Quarterly (7.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2873478551
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,840.5200 | 5930.25 |
| FTSE 100 | 8,311.4100 | 10498.09 |
| Nikkei 225 | 38,062.6700 | 59349.17 |
| Russell 2000 | 2,141.9210 | 2764.97 |
STRIKE DATE 16/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.625% Quarterly (6.50% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2873478635
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.4100 | 5930.25 |
| SMI | 12,275.2400 | 13134.14 |
| Nikkei 225 | 37,388.6200 | 59349.17 |
| Nasdaq 100 | 19,766.4900 | 26479.47 |
STRIKE DATE 19/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation
Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580454242
NEXT POTENTIAL MATURITY DATE 19/11/2025
COUNTERPARTY CITI
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 33,780.28 | 47903.29 |
| Nikkei 225 | 36,203.2200 | 59349.17 |
| Eurostoxx 50 | 4,860.7800 | 5930.25 |
| S&P 500 | 5,634.5800 | 7064.01 |
STRIKE DATE 17/09/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.375% Semi-Annually (6.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS2873371327
NEXT POTENTIAL MATURITY DATE 17/09/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 33,780.2800 | 47903.29 |
| Nikkei 225 | 36,203.2200 | 59349.17 |
| S&P 500 | 5,634.5800 | 7064.01 |
| Eurostoxx 50 | 4,860.7800 | 5930.25 |
STRIKE DATE 17/09/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.525% Semi-Annually (7.05% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS2873368299
NEXT POTENTIAL MATURITY DATE 17/09/2025
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,807.7700 | 5930.25 |
| FTSE 100 | 8,347.3500 | 10498.09 |
| OMX Stockholm 30 | 2,522.8120 | 3133.289 |
| Nasdaq 100 | 19,490.1500 | 26479.47 |
STRIKE DATE 15/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.50% Quarterly (6.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD76JR9
NEXT POTENTIAL MATURITY DATE 16/02/2026